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export results for "toc:db/journals/mcma/mcma25.bht:"
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@article{DBLP:journals/mcma/AchihaSTY19,
author = {Taku Achiha and
Hiroshi Sugita and
Kenta Tonohiro and
Yuto Yamamoto},
title = {Generation of k-wise independent random variables with small randomness},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {259--270},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2046},
doi = {10.1515/MCMA-2019-2046},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AchihaSTY19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BayousefM19,
author = {Manal Bayousef and
Michael Mascagni},
title = {A computational investigation of the optimal Halton sequence in {QMC}
applications},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {187--207},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2041},
doi = {10.1515/MCMA-2019-2041},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/BayousefM19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BoubalouOAZ19,
author = {Meriem Boubalou and
Megdouda Ourbih{-}Tari and
Abdelouhab Aloui and
Arezki Zioui},
title = {Comparing {M/G/1} queue estimators in Monte Carlo simulation through
the tested generator "getRDS" and the proposed "getLHS" using variance
reduction},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {177--186},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2033},
doi = {10.1515/MCMA-2019-2033},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BoubalouOAZ19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BrahamBBR19,
author = {Hayette Braham and
Louiza Berdjoudj and
Mohamed Boualem and
Nadji Rahmania},
title = {Analysis of a non-Markovian queueing model: Bayesian statistics and
{MCMC} methods},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {147--154},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2035},
doi = {10.1515/MCMA-2019-2035},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BrahamBBR19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ErmakovP19,
author = {Sergej M. Ermakov and
Anna A. Pogosian},
title = {On solving stochastic differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {155--161},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2038},
doi = {10.1515/MCMA-2019-2038},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ErmakovP19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GurP19,
author = {Sercan G{\"{u}}r and
Klaus P{\"{o}}tzelberger},
title = {Sensitivity of boundary crossing probabilities of the Brownian motion},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {1},
pages = {75--83},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2031},
doi = {10.1515/MCMA-2019-2031},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GurP19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HamlinTKM19,
author = {Preston Hamlin and
W. John Thrasher and
Walid Keyrouz and
Michael Mascagni},
title = {Geometry entrapment in Walk-on-Subdomains},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {4},
pages = {329--340},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2052},
doi = {10.1515/MCMA-2019-2052},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HamlinTKM19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Harase19,
author = {Shin Harase},
title = {Comparison of Sobol' sequences in financial applications},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {1},
pages = {61--74},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2029},
doi = {10.1515/MCMA-2019-2029},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Harase19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/JangWK19,
author = {Hanbyeol Jang and
Jian Wang and
Junseok Kim},
title = {Equity-linked security pricing and Greeks at arbitrary intermediate
times using Brownian bridge},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {4},
pages = {291--305},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2048},
doi = {10.1515/MCMA-2019-2048},
timestamp = {Mon, 28 Sep 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/JangWK19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NaitoY19,
author = {Riu Naito and
Toshihiro Yamada},
title = {A third-order weak approximation of multidimensional It{\^{o}} stochastic
differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {97--120},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2036},
doi = {10.1515/MCMA-2019-2036},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NaitoY19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NaitoY19a,
author = {Riu Naito and
Toshihiro Yamada},
title = {A second-order discretization for forward-backward SDEs using local
approximations with Malliavin calculus},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {4},
pages = {341--361},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2053},
doi = {10.1515/MCMA-2019-2053},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NaitoY19a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NasroallahB19,
author = {Abdelaziz Nasroallah and
Mohamed Yasser Bounnite},
title = {A kind of dual form for coupling from the past algorithm, to sample
from Markov chain steady-state probability},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {4},
pages = {317--327},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2050},
doi = {10.1515/MCMA-2019-2050},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NasroallahB19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/OkanoY19,
author = {Yusuke Okano and
Toshihiro Yamada},
title = {A control variate method for weak approximation of SDEs via discretization
of numerical error of asymptotic expansion},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {239--252},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2044},
doi = {10.1515/MCMA-2019-2044},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/OkanoY19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PagesR19,
author = {Gilles Pag{\`{e}}s and
Cl{\'{e}}ment Rey},
title = {Recursive computation of the invariant distributions of Feller processes:
Revisited examples and new applications},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {1},
pages = {1--36},
year = {2019},
url = {https://doi.org/10.1515/mcma-2018-2027},
doi = {10.1515/MCMA-2018-2027},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PagesR19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PelsserG19,
author = {Antoon Pelsser and
Kossi Gnameho},
title = {A Monte Carlo method for backward stochastic differential equations
with Hermite martingales},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {1},
pages = {37--60},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2028},
doi = {10.1515/MCMA-2019-2028},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/PelsserG19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PhamP19,
author = {Hoa Pham and
Huong T. T. Pham},
title = {A Bayesian approach for multi-stage models with linear time-dependent
hazard rate},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {4},
pages = {307--316},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2051},
doi = {10.1515/MCMA-2019-2051},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PhamP19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/RabieiS19,
author = {Nima Rabiei and
Elias G. Saleeby},
title = {On the sample-mean method for computing hyper-volumes},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {163--176},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2034},
doi = {10.1515/MCMA-2019-2034},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/RabieiS19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Rajput19,
author = {Nikhil Kumar Rajput},
title = {Gillespie algorithm and diffusion approximation based on Monte Carlo
simulation for innovation diffusion: {A} comparative study},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {209--215},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2040},
doi = {10.1515/MCMA-2019-2040},
timestamp = {Wed, 16 Mar 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Rajput19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sabelfeld19,
author = {Karl K. Sabelfeld},
title = {A global random walk on spheres algorithm for transient heat equation
and some extensions},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {1},
pages = {85--96},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2032},
doi = {10.1515/MCMA-2019-2032},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sabelfeld19a,
author = {Karl K. Sabelfeld},
title = {Random walk on rectangles and parallelepipeds algorithm for solving
transient anisotropic drift-diffusion-reaction problems},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {131--146},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2039},
doi = {10.1515/MCMA-2019-2039},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld19a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ShalimovaS19,
author = {Irina A. Shalimova and
Karl K. Sabelfeld},
title = {A random walk on small spheres method for solving transientanisotropic
diffusion problems},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {271--282},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2047},
doi = {10.1515/MCMA-2019-2047},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ShalimovaS19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SobolS19,
author = {Ilya M. Sobol and
Boris V. Shukhman},
title = {Quasi-Monte Carlo method for solving Fredholm equations},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {253--257},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2045},
doi = {10.1515/MCMA-2019-2045},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SobolS19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Turchyn19,
author = {Ievgen Turchyn},
title = {Wavelet-based simulation of random processes from certain classes
with given accuracy and reliability},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {217--225},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2042},
doi = {10.1515/MCMA-2019-2042},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Turchyn19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/WeissN19,
author = {Christian Wei{\ss} and
Zoran Nikolic},
title = {An aspect of optimal regression design for {LSMC}},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {4},
pages = {283--290},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2049},
doi = {10.1515/MCMA-2019-2049},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/WeissN19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ZarezadehC19,
author = {Zakarya Zarezadeh and
Giovanni Costantini},
title = {Particle diffusion Monte Carlo {(PDMC)}},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {121--130},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2037},
doi = {10.1515/MCMA-2019-2037},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ZarezadehC19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ZhangYD19,
author = {Lihao Zhang and
Zeyang Ye and
Yuefan Deng},
title = {Parallel {MCMC} methods for global optimization},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {227--237},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2043},
doi = {10.1515/MCMA-2019-2043},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ZhangYD19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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